+2,901.0%
ROP vs IWD
+726.5%
+2,174.5%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -0.7% | -2.9% | -2.9% |
| 7D | -4.4% | -0.3% | -4.2% | -4.2% |
| 30D | +3.2% | +0.6% | +2.6% | +2.7% |
| 3M | +23.1% | +7.2% | +15.8% | +14.7% |
| 6M | +13.3% | +16.2% | -2.9% | -2.9% |
| YTD | -7.9% | +23.3% | -31.2% | -25.6% |
| 1Y | -22.1% | +29.6% | -51.6% | -40.2% |
| 3Y | -16.8% | +70.5% | -87.3% | -51.7% |
| 5Y | -13.5% | +73.5% | -87.0% | -51.1% |
| 10Y | +137.7% | +198.3% | -60.6% | -24.0% |
| All | +2,901.0% | +726.5% | +2,174.5% | +236.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling